I know what you mean. A lot of people don't understand self harm at all so it might be difficult to get the support you need. I'd suggest explaining why you self harm and how it helps you cope to someone who you really trust and is good at listening. That way they should understand where you're coming from better. If you feel uncomfortable explaining you could always just write it out and give it to them or forward them a website dedicated to info on self harm. Maybe check out
TH's articles on self harm and whatnot?
http://www.teenhelp.org/resources/